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backport of #7499
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@sloriot
sloriot committed Aug 28, 2024
1 parent 21c75a1 commit 706c5f1
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126 changes: 55 additions & 71 deletions Solver_interface/include/CGAL/OSQP_quadratic_program_traits.h
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Original file line number Diff line number Diff line change
Expand Up @@ -44,9 +44,9 @@ namespace CGAL {
number type that `FieldNumberType`
\note The `FT` type is provided for convenience. Internally, this FT type is converted
to `c_float` type that can be set either to `float` or `double`. By default, the `double`
type is used. After the optimization is complete, the `c_float` type is converted back to `FT`.
See more about `c_float` <a href="https://osqp.org/docs/interfaces/C.html#data-types">here</a>.
to `OSQPFloat` type that can be set either to `float` or `double`. By default, the `double`
type is used. After the optimization is complete, the `OSQPFloat` type is converted back to `FT`.
See more about `OSQPFloat` <a href="https://osqp.org/docs/interfaces/C.html#data-types">here</a>.
\cgalModels `QuadraticProgramTraits`
*/
Expand Down Expand Up @@ -192,99 +192,83 @@ class OSQP_quadratic_program_traits
CGAL_precondition(q_vec.size() == n);
CGAL_precondition(l_vec.size() == m && l_vec.size() == m);

const c_int P_nnz = static_cast<c_int>(P_vec.size());
auto P_x = std::make_unique<c_float[]>(P_nnz);
auto P_i = std::make_unique<c_int[]>(P_nnz);
auto P_p = std::make_unique<c_int[]>(n + 1);
const OSQPInt P_nnz = static_cast<OSQPInt>(P_vec.size());
auto P_x = std::make_unique<OSQPFloat[]>(P_nnz);
auto P_i = std::make_unique<OSQPInt[]>(P_nnz);
auto P_p = std::make_unique<OSQPInt[]>(n + 1);
set_matrix_from_triplets("P", P_vec, P_x.get(), P_i.get(), P_p.get());
if(verbose) std::cout << "P_nnz: " << P_nnz << std::endl;

const c_int A_nnz = static_cast<c_int>(A_vec.size());
auto A_x = std::make_unique<c_float[]>(A_nnz);
auto A_i = std::make_unique<c_int[]>(A_nnz);
auto A_p = std::make_unique<c_int[]>(n + 1);
const OSQPInt A_nnz = static_cast<OSQPInt>(A_vec.size());
auto A_x = std::make_unique<OSQPFloat[]>(A_nnz);
auto A_i = std::make_unique<OSQPInt[]>(A_nnz);
auto A_p = std::make_unique<OSQPInt[]>(n + 1);
set_matrix_from_triplets("A", A_vec, A_x.get(), A_i.get(), A_p.get());
if(verbose) std::cout << "A_nnz: " << A_nnz << std::endl;

const c_int q_size = static_cast<c_int>(q_vec.size());
const c_int l_size = static_cast<c_int>(l_vec.size());
const c_int u_size = static_cast<c_int>(u_vec.size());
const OSQPInt q_size = static_cast<OSQPInt>(q_vec.size());
const OSQPInt l_size = static_cast<OSQPInt>(l_vec.size());
const OSQPInt u_size = static_cast<OSQPInt>(u_vec.size());

auto q_x = std::make_unique<c_float[]>(q_size);
auto l_x = std::make_unique<c_float[]>(l_size);
auto u_x = std::make_unique<c_float[]>(u_size);
auto q_x = std::make_unique<OSQPFloat[]>(q_size);
auto l_x = std::make_unique<OSQPFloat[]>(l_size);
auto u_x = std::make_unique<OSQPFloat[]>(u_size);
set_qlu_data(q_x.get(), l_x.get(), u_x.get());

// Problem settings.
OSQPSettings *settings = (OSQPSettings *) malloc(sizeof(OSQPSettings));
CGAL_assertion(settings);

// Structures.
OSQPWorkspace *work;
OSQPData *data = (OSQPData *) malloc(sizeof(OSQPData));
CGAL_assertion(data);
OSQPCscMatrix* P = static_cast<OSQPCscMatrix*>(malloc(sizeof(OSQPCscMatrix)));
OSQPCscMatrix* A = static_cast<OSQPCscMatrix*>(malloc(sizeof(OSQPCscMatrix)));

// Populate data.
data->n = static_cast<c_int>(n);
data->m = static_cast<c_int>(m);
data->P = csc_matrix(data->n, data->n, P_nnz, P_x.get(), P_i.get(), P_p.get());
CGAL_assertion(data->P);

data->q = q_x.get();
data->A = csc_matrix(data->m, data->n, A_nnz, A_x.get(), A_i.get(), A_p.get());
CGAL_assertion(data->A);

data->l = l_x.get();
data->u = u_x.get();
csc_set_data(A, m, n, A_nnz, A_x.get(), A_i.get(), A_p.get());
csc_set_data(P, n, n, P_nnz, P_x.get(), P_i.get(), P_p.get());

// Set solver settings.
osqp_set_default_settings(settings);
settings->eps_abs = eps_abs;
settings->eps_rel = eps_rel;
settings->verbose = verbose;

// Set workspace.
osqp_setup(&work, data, settings);
OSQPSolver* solver = NULL;
OSQPInt exitflag = osqp_setup(&solver, P, q_x.get(), A, l_x.get(), u_x.get(), m, n, settings);

// Solve problem.
c_int exitflag = -1;
try
{
exitflag = osqp_solve(work);
if (!exitflag)
exitflag = osqp_solve(solver);

const OSQPFloat* x = solver->solution->x;
for (std::size_t i = 0; i < n; ++i)
{
const FT value{ x[i] };
*(++solution) = value;
}
}
catch(std::exception& e)
catch (std::exception& e)
{
std::cerr << "ERROR: OSQP solver has thrown an exception!" << std::endl;
std::cerr << e.what() << std::endl;
}
const bool success = (exitflag == 0);

// Create solution.
const c_float *x = work->solution->x;
for(std::size_t i=0; i<n; ++i)
{
const FT value{x[i]};
*(++solution) = value;
}

// Clean workspace.
osqp_cleanup(work);
c_free(data->A);
c_free(data->P);
c_free(data);
c_free(settings);
osqp_cleanup(solver);
if (A) free(A);
if (P) free(P);
if (settings) free(settings);

return success;
return (exitflag == 0);
}
/// \endcond

private:
// Based on the code in scipy, function coo_tocsr()
void set_matrix_from_triplets(const std::string /* name */,
const std::vector<Triplet>& triplets,
c_float *M_x,
c_int *M_i,
c_int *M_p) const
OSQPFloat *M_x,
OSQPInt *M_i,
OSQPInt *M_p) const
{
const std::size_t nnz = triplets.size();

Expand All @@ -296,10 +280,10 @@ class OSQP_quadratic_program_traits
}

// Fill M_p
c_int cumsum = 0;
OSQPInt cumsum = 0;
for(std::size_t j=0; j<n; ++j)
{
const c_int tmp = M_p[j];
const OSQPInt tmp = M_p[j];
M_p[j] = cumsum;
cumsum += tmp;
}
Expand All @@ -308,19 +292,19 @@ class OSQP_quadratic_program_traits
// Write Ai, Ax into M_i, M_x
for(std::size_t k=0; k<nnz; ++k)
{
const c_int col = static_cast<c_int>(std::get<1>(triplets[k]));
const c_int dest = M_p[col];
const OSQPInt col = static_cast<OSQPInt>(std::get<1>(triplets[k]));
const OSQPInt dest = M_p[col];

M_i[dest] = static_cast<c_int>(std::get<0>(triplets[k]));
M_x[dest] = c_float(CGAL::to_double(std::get<2>(triplets[k])));
M_i[dest] = static_cast<OSQPInt>(std::get<0>(triplets[k]));
M_x[dest] = OSQPFloat(CGAL::to_double(std::get<2>(triplets[k])));

M_p[col]++;
}

c_int last = 0;
OSQPInt last = 0;
for(std::size_t j=0; j<=n; ++j)
{
const c_int tmp = M_p[j];
const OSQPInt tmp = M_p[j];
M_p[j] = last;
last = tmp;
}
Expand All @@ -341,19 +325,19 @@ class OSQP_quadratic_program_traits
// std::cout << std::endl;
}

void set_qlu_data(c_float *q_x,
c_float *l_x,
c_float *u_x) const
void set_qlu_data(OSQPFloat *q_x,
OSQPFloat *l_x,
OSQPFloat *u_x) const
{
for(std::size_t i=0; i<n; ++i)
{
q_x[i] = c_float(CGAL::to_double(q_vec[i]));
q_x[i] = OSQPFloat(CGAL::to_double(q_vec[i]));
}

for(std::size_t i=0; i<m; ++i)
{
l_x[i] = c_float(CGAL::to_double(l_vec[i]));
u_x[i] = c_float(CGAL::to_double(u_vec[i]));
l_x[i] = OSQPFloat(CGAL::to_double(l_vec[i]));
u_x[i] = OSQPFloat(CGAL::to_double(u_vec[i]));
}

// std::cout << "q_x: ";
Expand Down
5 changes: 5 additions & 0 deletions Solver_interface/include/CGAL/SCIP_mixed_integer_program_traits.h
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Original file line number Diff line number Diff line change
Expand Up @@ -25,6 +25,11 @@

namespace CGAL {

#if (_MSC_VER == 1500)
#undef SCIP_CALL(x)
#define SCIP_CALL(x) (x)
#endif

/// \ingroup PkgSolverInterfaceMIP
///
/// This class provides an interface for formulating and solving
Expand Down

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